[R] Question about BIC of two different regression models? how should we compare two regression models?

Patrick Breheny patrick.breheny at uky.edu
Fri Sep 2 17:09:50 CEST 2011

On 09/02/2011 08:48 AM, John Sorkin wrote:
> I believe when using BIC one needs to compare nested models

This is wrong.  Hypothesis tests rely on nested models; information 
criteria do not.

Patrick Breheny
Assistant Professor
Department of Biostatistics
Department of Statistics
University of Kentucky

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